This is the official Kaldi INSTALL. Look also at INSTALL.md for the git mirror installation.
[Option 1 in the following does not apply to native Windows install, see windows/INSTALL or following Option 2]

Option 1 (bash + makefile):

  Steps:
    (1)
    go to tools/  and follow INSTALL instructions there.

    (2)
    go to src/ and follow INSTALL instructions there.

Option 2 (cmake):

    Go to cmake/ and follow INSTALL.md instructions there.
    Note, it may not be well tested and some features are missing currently.